Trading Metrics calculated at close of trading on 12-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,925.32 |
1,932.30 |
6.98 |
0.4% |
1,919.63 |
High |
1,938.09 |
1,959.29 |
21.20 |
1.1% |
1,934.00 |
Low |
1,924.66 |
1,932.29 |
7.63 |
0.4% |
1,903.75 |
Close |
1,932.31 |
1,957.52 |
25.21 |
1.3% |
1,925.57 |
Range |
13.43 |
27.00 |
13.57 |
101.0% |
30.25 |
ATR |
19.84 |
20.35 |
0.51 |
2.6% |
0.00 |
Volume |
5,862 |
5,793 |
-69 |
-1.2% |
23,088 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,030.70 |
2,021.11 |
1,972.37 |
|
R3 |
2,003.70 |
1,994.11 |
1,964.95 |
|
R2 |
1,976.70 |
1,976.70 |
1,962.47 |
|
R1 |
1,967.11 |
1,967.11 |
1,960.00 |
1,971.91 |
PP |
1,949.70 |
1,949.70 |
1,949.70 |
1,952.10 |
S1 |
1,940.11 |
1,940.11 |
1,955.05 |
1,944.91 |
S2 |
1,922.70 |
1,922.70 |
1,952.57 |
|
S3 |
1,895.70 |
1,913.11 |
1,950.10 |
|
S4 |
1,868.70 |
1,886.11 |
1,942.67 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.86 |
1,998.96 |
1,942.21 |
|
R3 |
1,981.61 |
1,968.71 |
1,933.89 |
|
R2 |
1,951.36 |
1,951.36 |
1,931.12 |
|
R1 |
1,938.46 |
1,938.46 |
1,928.34 |
1,944.91 |
PP |
1,921.11 |
1,921.11 |
1,921.11 |
1,924.33 |
S1 |
1,908.21 |
1,908.21 |
1,922.80 |
1,914.66 |
S2 |
1,890.86 |
1,890.86 |
1,920.02 |
|
S3 |
1,860.61 |
1,877.96 |
1,917.25 |
|
S4 |
1,830.36 |
1,847.71 |
1,908.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,959.29 |
1,903.75 |
55.54 |
2.8% |
20.34 |
1.0% |
97% |
True |
False |
5,783 |
10 |
1,959.29 |
1,894.13 |
65.16 |
3.3% |
18.97 |
1.0% |
97% |
True |
False |
5,752 |
20 |
1,967.26 |
1,894.13 |
73.13 |
3.7% |
19.76 |
1.0% |
87% |
False |
False |
5,704 |
40 |
2,020.90 |
1,894.13 |
126.77 |
6.5% |
21.15 |
1.1% |
50% |
False |
False |
5,672 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
22.43 |
1.1% |
38% |
False |
False |
5,585 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
24.71 |
1.3% |
38% |
False |
False |
5,520 |
100 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
24.22 |
1.2% |
60% |
False |
False |
5,515 |
120 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
24.20 |
1.2% |
60% |
False |
False |
5,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,074.04 |
2.618 |
2,029.98 |
1.618 |
2,002.98 |
1.000 |
1,986.29 |
0.618 |
1,975.98 |
HIGH |
1,959.29 |
0.618 |
1,948.98 |
0.500 |
1,945.79 |
0.382 |
1,942.60 |
LOW |
1,932.29 |
0.618 |
1,915.60 |
1.000 |
1,905.29 |
1.618 |
1,888.60 |
2.618 |
1,861.60 |
4.250 |
1,817.54 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,953.61 |
1,950.52 |
PP |
1,949.70 |
1,943.52 |
S1 |
1,945.79 |
1,936.52 |
|